AdjustmentFactors Class Reference

Class to hold market data adjustment factors - for example equity stock splits. More...

#include <ored/marketdata/adjustmentfactors.hpp>

Inheritance diagram for AdjustmentFactors:

Public Member Functions
	AdjustmentFactors (QuantLib::Date asof)
bool	hasFactor (const std::string &name) const
	Check if we have any adjustment factors for a name.
QuantLib::Real	getFactor (const std::string &name, const QuantLib::Date &d) const
	Returns the adjustment factor for a name on a given date.
void	addFactor (std::string name, QuantLib::Date d, QuantLib::Real factor)
	Add an adjustment factor.
Public Member Functions inherited from XMLSerializable
void	fromFile (const std::string &filename)
void	toFile (const std::string &filename)
void	fromXMLString (const std::string &xml)
	Parse from XML string.
std::string	toXMLString ()
	Parse from XML string.

Serilaisation
virtual void	fromXML (ore::data::XMLNode *node) override
virtual ore::data::XMLNode *	toXML (ore::data::XMLDocument &doc) override
std::set< std::string >	names () const
	names with adjustment factors
std::set< QuantLib::Date >	dates (const std::string &name) const
	dates with contributions to an adjustment factor for a name
QuantLib::Real	getFactorContribution (const std::string &name, const QuantLib::Date &d) const
	gets the contribution to an adjustment factor for a name on a given date

Detailed Description

Class to hold market data adjustment factors - for example equity stock splits.